Tests / economic_puzzles_fred_expanded_gradient

Economic Puzzles Fred Expanded Gradient

INCONSISTENTDynamics & Crises

Description

Figures

Monthly LP Cyclicality vs Sigma (FRED, N=14 OR Sectors)Monthly LP Cyclicality vs Sigma (FRED, N=14 OR Sectors)

Statistics

R20.0011
p value0.9097
N sectors14
statistic0.0157
spearman p0.8571
spearman r-0.0530

Reproduction Steps

cd thesis-tests && source ../.venv/bin/activate
python download_data.py --source all
python run_all.py --test

Data Sources

  • FRED
  • NBER-CES Manufacturing
  • Oberfield-Raval 2021